Wipro Limited

NYSE: WIT · Real-Time Price · USD
2.74
0.04 (1.29%)
At close: Aug 15, 2025, 10:54 AM

WIT Delta Exposure By Expiry

The total Delta Exposure (DEX) for WIT across all expirations shows 1,889.1 net shares that market makers must hedge, with 1,957 from calls and 67.9 from puts. The put-call delta ratio of 0.03 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Dec 19, 25 with 902.27 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.

WIT DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 632.13 -60.64 571.49 0.10
Oct 17, 25 0 0 0 n/a
Dec 19, 25 908.69 -6.42 902.27 0.01
Jan 16, 26 0 0 0 n/a
Mar 20, 26 416.18 -0.84 415.34 0.00